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Grossissement initial, hypothese (H′) et theoreme de Girsanov

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Grossissements de filtrations: exemples et applications

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1118))

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Bibliographie

  1. C. DELLACHERIE, P.A. MEYER: Probabilités et Potentiel (II), Hermann, Paris, 1980.

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  2. M. EMERY: Une topologie sur l'espace des semimartingales. Sém. Proba. XII, Lect. Notes in Math. 721, 260–281, 1979.

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  3. J. JACOD: Calcul stochastique et problèmes de martingales. Lect. Notes in Math. 714, 1979.

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  4. T. JEULIN: Semi-martingales et grossissement d'une filtration. Lect. Notes in Math. 833, 1980.

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  5. P.A. MEYER: Probabilités et Potentiel. Hermann, Paris, 1966.

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  6. C. STRICKER, M. YOR: Calcul stochastique dépendant d'un paramètre. Z. für Wahr. 45, 109–134, 1978.

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  7. C. YOEURP: Théorème de Girsanov généralisé et grossissement d'une filtration, dans ce volume.

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  8. M. YOR: Grossissement d'une filtration et absolue continuité de noyaux, dans ce volume.

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Authors
  1. Jean Jacod
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Th. Jeulin M. Yor

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© 1985 Springer-Verlag

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Jacod, J. (1985). Grossissement initial, hypothese (H′) et theoreme de Girsanov. In: Jeulin, T., Yor, M. (eds) Grossissements de filtrations: exemples et applications. Lecture Notes in Mathematics, vol 1118. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0075768

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  • DOI: https://doi.org/10.1007/BFb0075768

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15210-1

  • Online ISBN: 978-3-540-39339-9

  • eBook Packages: Springer Book Archive

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